+74.1%
AMGN vs MAGS
+186.6%
-112.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.5% | -10.0% |
| 7D | -10.3% | +1.2% | -11.5% | -10.4% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +14.4% | +3.8% | +10.6% | +13.9% |
| 6M | +7.8% | +13.2% | -5.4% | +6.1% |
| YTD | +22.6% | +4.7% | +17.9% | +21.6% |
| 1Y | +44.2% | +14.4% | +29.8% | +41.6% |
| 3Y | +65.8% | +128.6% | -62.7% | +44.1% |
| All | +74.1% | +186.6% | -112.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling